Becker, Sebastian; Cheridito, Patrick; Jentzen, Arnulf; Welti, Timo Solving high-dimensional optimal stopping problems using deep learning. (English) Zbl 1505.91413 Eur. J. Appl. Math. 32, No. 3, 470-514 (2021). MSC: 91G60 65C05 91G20 60G40 68T07 PDFBibTeX XMLCite \textit{S. Becker} et al., Eur. J. Appl. Math. 32, No. 3, 470--514 (2021; Zbl 1505.91413) Full Text: DOI arXiv
Becker, Sebastian; Cheridito, Patrick; Jentzen, Arnulf Deep optimal stopping. (English) Zbl 1495.60029 J. Mach. Learn. Res. 20, Paper No. 74, 25 p. (2019). MSC: 60G40 60J22 60J05 62F25 68T07 PDFBibTeX XMLCite \textit{S. Becker} et al., J. Mach. Learn. Res. 20, Paper No. 74, 25 p. (2019; Zbl 1495.60029) Full Text: arXiv Link